OPTION PRICE BEHAVIOR IN GRAIN FUTURES MARKETS

被引:4
作者
WILSON, WW
FUNG, HG
RICKS, M
机构
[1] N DAKOTA STATE UNIV,DEPT BUSINESS,FARGO,ND 58105
[2] CONTINENTAL GRAIN CO,NEW YORK,NY
关键词
D O I
10.1002/fut.3990080105
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:47 / 65
页数:19
相关论文
共 23 条
[1]   A NOTE ON THE DESIGN OF COMMODITY OPTION CONTRACTS [J].
ASAY, MR .
JOURNAL OF FUTURES MARKETS, 1982, 2 (01) :1-7
[2]  
BELONGIA MT, 1986, FEDERAL RESERVE JAN, P5
[3]   VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY [J].
BLACK, F ;
SCHOLES, M .
JOURNAL OF FINANCE, 1972, 27 (02) :399-417
[4]   PRICING OF COMMODITY CONTRACTS [J].
BLACK, F .
JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) :167-179
[5]  
BLACK F, 1975, FINANCIAL ANAL J JUL, P36
[6]  
BRENNER M, 1985, J FINANCE, V5, P1303
[7]  
CAPOZZA D, 1978, FINANCIAL REV SPR, P1
[8]  
FIGLEWSKI S, 1982, REV RES FUTURES MARK, V1, P90
[9]  
GALAI D, 1977, J BUS, P167
[10]  
GRAY RW, 1983, SELECTED WRITINGS FU, V2, P113